NYMEX Light Sweet Crude Oil Future February 2021
Trading Metrics calculated at close of trading on 12-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
52.58 |
52.18 |
-0.40 |
-0.8% |
48.40 |
High |
52.70 |
53.45 |
0.75 |
1.4% |
52.75 |
Low |
51.50 |
52.07 |
0.57 |
1.1% |
47.18 |
Close |
52.25 |
53.21 |
0.96 |
1.8% |
52.24 |
Range |
1.20 |
1.38 |
0.18 |
15.0% |
5.57 |
ATR |
1.51 |
1.50 |
-0.01 |
-0.6% |
0.00 |
Volume |
394,822 |
400,200 |
5,378 |
1.4% |
2,549,789 |
|
Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.05 |
56.51 |
53.97 |
|
R3 |
55.67 |
55.13 |
53.59 |
|
R2 |
54.29 |
54.29 |
53.46 |
|
R1 |
53.75 |
53.75 |
53.34 |
54.02 |
PP |
52.91 |
52.91 |
52.91 |
53.05 |
S1 |
52.37 |
52.37 |
53.08 |
52.64 |
S2 |
51.53 |
51.53 |
52.96 |
|
S3 |
50.15 |
50.99 |
52.83 |
|
S4 |
48.77 |
49.61 |
52.45 |
|
|
Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.43 |
65.41 |
55.30 |
|
R3 |
61.86 |
59.84 |
53.77 |
|
R2 |
56.29 |
56.29 |
53.26 |
|
R1 |
54.27 |
54.27 |
52.75 |
55.28 |
PP |
50.72 |
50.72 |
50.72 |
51.23 |
S1 |
48.70 |
48.70 |
51.73 |
49.71 |
S2 |
45.15 |
45.15 |
51.22 |
|
S3 |
39.58 |
43.13 |
50.71 |
|
S4 |
34.01 |
37.56 |
49.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.45 |
49.48 |
3.97 |
7.5% |
1.37 |
2.6% |
94% |
True |
False |
434,619 |
10 |
53.45 |
47.18 |
6.27 |
11.8% |
1.50 |
2.8% |
96% |
True |
False |
400,744 |
20 |
53.45 |
45.88 |
7.57 |
14.2% |
1.49 |
2.8% |
97% |
True |
False |
336,238 |
40 |
53.45 |
40.64 |
12.81 |
24.1% |
1.42 |
2.7% |
98% |
True |
False |
224,935 |
60 |
53.45 |
34.50 |
18.95 |
35.6% |
1.52 |
2.9% |
99% |
True |
False |
170,732 |
80 |
53.45 |
34.50 |
18.95 |
35.6% |
1.52 |
2.9% |
99% |
True |
False |
135,350 |
100 |
53.45 |
34.50 |
18.95 |
35.6% |
1.47 |
2.8% |
99% |
True |
False |
112,423 |
120 |
53.45 |
34.50 |
18.95 |
35.6% |
1.39 |
2.6% |
99% |
True |
False |
95,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.32 |
2.618 |
57.06 |
1.618 |
55.68 |
1.000 |
54.83 |
0.618 |
54.30 |
HIGH |
53.45 |
0.618 |
52.92 |
0.500 |
52.76 |
0.382 |
52.60 |
LOW |
52.07 |
0.618 |
51.22 |
1.000 |
50.69 |
1.618 |
49.84 |
2.618 |
48.46 |
4.250 |
46.21 |
|
|
Fisher Pivots for day following 12-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
53.06 |
52.85 |
PP |
52.91 |
52.49 |
S1 |
52.76 |
52.13 |
|